Statistical inference on heteroscedastic models based on regression quantiles
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Cites work
- L-estimatton for linear heteroscedastic models
- A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
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- Regression Quantiles
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- Survival Analysis with Median Regression Models
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Cited in
(22)- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
- Direct use of regression quantiles to construct confidence sets in linear models
- Heteroscedastic regression models and applications to off-line quality control
- scientific article; zbMATH DE number 4201393 (Why is no real title available?)
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- Quantile regression for dynamic panel data with fixed effects
- On monotonicity of regression quantile functions
- Robust weighted LAD regression
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